+260.3%
NEE vs CSGP
+63.3%
+197.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.7% | +3.2% | -0.5% |
| 7D | +3.9% | +1.3% | +2.6% | +3.6% |
| 30D | +12.8% | +10.7% | +2.1% | +9.9% |
| 3M | +3.6% | +3.3% | +0.3% | +2.0% |
| 6M | -7.5% | -10.3% | +2.8% | -6.6% |
| YTD | +10.7% | -54.6% | +65.2% | +29.7% |
| 1Y | +9.1% | -54.6% | +63.7% | +27.7% |
| 3Y | +61.0% | -60.3% | +121.3% | +90.3% |
| 5Y | +16.3% | -63.3% | +79.6% | +37.4% |
| All | +260.3% | +63.3% | +197.0% | +265.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CSGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling